If you're growing a houseplant fig (ficus), the shedding leaves probably indicate some stress from its current environment. It isn't unusual for new plants to spend some time adjusting to their new homes. You can help the adjustment by keeping it out of drafts and away from heat sources, watering when the top inch of potting soil dries out, and giving it a bright location (out of direct sunlight). Once it adjusts, you should see new growth.

If you're growing a fruit bearing fig tree outdoors, these are deciduous and should be expected to lose their leaves this time of year. There's not much you need to do other than protect it from snow. Simply moving it near the foundation of the house (under the eaves) or under a patio cover is usually the only protection it needs.